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This paper develops the first policy gradient method with global optimality guarantee and complexity analysis for robust reinforcement learning under model mismatch. Robust reinforcement learning is to learn a policy robust to model…

Machine Learning · Computer Science 2022-05-17 Yue Wang , Shaofeng Zou

In constrained reinforcement learning (C-RL), an agent seeks to learn from the environment a policy that maximizes the expected cumulative reward while satisfying minimum requirements in secondary cumulative reward constraints. Several…

Machine Learning · Computer Science 2022-12-06 Tianqi Zheng , Pengcheng You , Enrique Mallada

Although well-established in general reinforcement learning (RL), value-based methods are rarely explored in constrained RL (CRL) for their incapability of finding policies that can randomize among multiple actions. To apply value-based…

Machine Learning · Computer Science 2022-06-28 Tianchi Cai , Wenpeng Zhang , Lihong Gu , Xiaodong Zeng , Jinjie Gu

In reinforcement learning (RL), offline learning decoupled learning from data collection and is useful in dealing with exploration-exploitation tradeoff and enables data reuse in many applications. In this work, we study two offline…

Machine Learning · Computer Science 2022-02-08 Jing Dong , Xin T. Tong

Most methods in reinforcement learning use a Policy Gradient (PG) approach to learn a parametric stochastic policy that maps states to actions. The standard approach is to implement such a mapping via a neural network (NN) whose parameters…

Machine Learning · Computer Science 2024-05-29 Sergio Rozada , Antonio G. Marques

Off-policy policy optimization is a challenging problem in reinforcement learning (RL). The algorithms designed for this problem often suffer from high variance in their estimators, which results in poor sample efficiency, and have issues…

Machine Learning · Computer Science 2020-09-15 Daoming Lyu , Qi Qi , Mohammad Ghavamzadeh , Hengshuai Yao , Tianbao Yang , Bo Liu

Policy gradient (PG) methods are the backbone of many reinforcement learning algorithms due to their good performance in policy optimization problems. As a gradient-based approach, PG methods typically rely on knowledge of the system…

Systems and Control · Electrical Eng. & Systems 2026-04-02 Bowen Song , Andrea Iannelli

Direct policy search serves as one of the workhorses in modern reinforcement learning (RL), and its applications in continuous control tasks have recently attracted increasing attention. In this work, we investigate the convergence theory…

Optimization and Control · Mathematics 2022-01-03 Kaiqing Zhang , Xiangyuan Zhang , Bin Hu , Tamer Başar

Improving sample efficiency has been a longstanding goal in reinforcement learning. This paper proposes $\mathtt{VRMPO}$ algorithm: a sample efficient policy gradient method with stochastic mirror descent. In $\mathtt{VRMPO}$, a novel…

Machine Learning · Computer Science 2022-02-10 Long Yang , Yu Zhang , Gang Zheng , Qian Zheng , Pengfei Li , Jianhang Huang , Jun Wen , Gang Pan

Reinforcement Learning (RL) can directly enhance the reasoning capabilities of large language models without extensive reliance on Supervised Fine-Tuning (SFT). In this work, we revisit the traditional Policy Gradient (PG) mechanism and…

Machine Learning · Computer Science 2026-02-04 Xiangxiang Chu , Hailang Huang , Xiao Zhang , Fei Wei , Yong Wang

Reinforcement learning with verifiable rewards (RLVR) has become a practical route to improve large language model reasoning, and Group Relative Policy Optimization (GRPO) is a widely used optimizer in this setting. However, RLVR training…

Machine Learning · Computer Science 2026-05-14 Tue Le , Linh Ngo Van , Trung Le

Stochastic gradient descent (SGD) is commonly used for optimization in large-scale machine learning problems. Langford et al. (2009) introduce a sparse online learning method to induce sparsity via truncated gradient. With high-dimensional…

Machine Learning · Statistics 2017-05-10 Yuting Ma , Tian Zheng

We present new policy mirror descent (PMD) methods for solving reinforcement learning (RL) problems with either strongly convex or general convex regularizers. By exploring the structural properties of these overall highly nonconvex…

Machine Learning · Computer Science 2022-04-08 Guanghui Lan

In this work, we consider policy-based methods for solving the reinforcement learning problem, and establish the sample complexity guarantees. A policy-based algorithm typically consists of an actor and a critic. We consider using various…

Machine Learning · Computer Science 2023-01-16 Zaiwei Chen , Siva Theja Maguluri

Despite the strong theoretical guarantees that variance-reduced finite-sum optimization algorithms enjoy, their applicability remains limited to cases where the memory overhead they introduce (SAG/SAGA), or the periodic full gradient…

Optimization and Control · Mathematics 2021-03-24 Ayoub El Hanchi , David A. Stephens

We propose a stochastic trust-region method for unconstrained nonconvex optimization that incorporates stochastic variance-reduced gradients (SVRG) to accelerate convergence. Unlike classical trust-region methods, the proposed algorithm…

Optimization and Control · Mathematics 2026-01-22 Yuchen Fang , Xinshou Zheng , Javad Lavaei

Recent advances in constrained reinforcement learning (RL) have endowed reinforcement learning with certain safety guarantees. However, deploying existing constrained RL algorithms in continuous control tasks with general hard constraints…

Machine Learning · Computer Science 2023-12-22 Shutong Ding , Jingya Wang , Yali Du , Ye Shi

We propose two policy gradient algorithms for solving the problem of control in an off-policy reinforcement learning (RL) context. Both algorithms incorporate a smoothed functional (SF) based gradient estimation scheme. The first algorithm…

Machine Learning · Computer Science 2024-06-25 Nithia Vijayan , Prashanth L. A

Estimating a policy that maps states to actions is a central problem in reinforcement learning. Traditionally, policies are inferred from the so called value functions (VFs), but exact VF computation suffers from the curse of…

Machine Learning · Computer Science 2024-05-29 Sergio Rozada , Antonio G. Marques

We propose a metalearning approach for learning gradient-based reinforcement learning (RL) algorithms. The idea is to evolve a differentiable loss function, such that an agent, which optimizes its policy to minimize this loss, will achieve…

Machine Learning · Computer Science 2018-05-01 Rein Houthooft , Richard Y. Chen , Phillip Isola , Bradly C. Stadie , Filip Wolski , Jonathan Ho , Pieter Abbeel